Options:
-one = Make 1st vector be all 1's.
-dem = Remove mean from all vectors (conflicts with '-one')
-cov = Compute with covariance matrix instead of correlation
-inn = Computed with inner product matrix instead
-rank = Compute Spearman rank correlation instead
(also implies '-terse')
-terse= Output only the correlation or covariance matrix
and without any of the garnish.
-okzero= Do not quit if a vector is all zeros.
The correlation matrix will have 0 where NaNs ought to go.
Expect rubbish in the inverse matrices if all zero
vectors exist.